Federated Max Cap Index Fund Market Value

FISPX Fund  USD 7.53  0.16  2.17%   
Federated Max's market value is the price at which a share of Federated Max trades on a public exchange. It measures the collective expectations of Federated Max Cap Index investors about its performance. Federated Max is trading at 7.53 as of the 15th of March 2025; that is 2.17 percent up since the beginning of the trading day. The fund's open price was 7.37.
With this module, you can estimate the performance of a buy and hold strategy of Federated Max Cap Index and determine expected loss or profit from investing in Federated Max over a given investment horizon. Check out Federated Max Correlation, Federated Max Volatility and Federated Max Alpha and Beta module to complement your research on Federated Max.
Symbol

Please note, there is a significant difference between Federated Max's value and its price as these two are different measures arrived at by different means. Investors typically determine if Federated Max is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Federated Max's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Federated Max 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Federated Max's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Federated Max.
0.00
12/15/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/15/2025
0.00
If you would invest  0.00  in Federated Max on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Federated Max Cap Index or generate 0.0% return on investment in Federated Max over 90 days. Federated Max is related to or competes with Federated Mdt, Federated Mdt, Federated, Federated Mid-cap, and Federated Total. The fund invests its assets primarily in common stocks included in the Standard Poors 500 Index More

Federated Max Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Federated Max's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Federated Max Cap Index upside and downside potential and time the market with a certain degree of confidence.

Federated Max Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Federated Max's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federated Max's standard deviation. In reality, there are many statistical measures that can use Federated Max historical prices to predict the future Federated Max's volatility.
Hype
Prediction
LowEstimatedHigh
6.467.538.60
Details
Intrinsic
Valuation
LowRealHigh
6.527.598.66
Details

Federated Max Cap Backtested Returns

Federated Max Cap secures Sharpe Ratio (or Efficiency) of -0.11, which denotes the fund had a -0.11 % return per unit of risk over the last 3 months. Federated Max Cap Index exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Federated Max's Variance of 2.62, mean deviation of 0.948, and Standard Deviation of 1.62 to check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.82, which means possible diversification benefits within a given portfolio. As returns on the market increase, Federated Max's returns are expected to increase less than the market. However, during the bear market, the loss of holding Federated Max is expected to be smaller as well.

Auto-correlation

    
  -0.52  

Good reverse predictability

Federated Max Cap Index has good reverse predictability. Overlapping area represents the amount of predictability between Federated Max time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Federated Max Cap price movement. The serial correlation of -0.52 indicates that about 52.0% of current Federated Max price fluctuation can be explain by its past prices.
Correlation Coefficient-0.52
Spearman Rank Test-0.04
Residual Average0.0
Price Variance0.04

Federated Max Cap lagged returns against current returns

Autocorrelation, which is Federated Max mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Federated Max's mutual fund expected returns. We can calculate the autocorrelation of Federated Max returns to help us make a trade decision. For example, suppose you find that Federated Max has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
   Current and Lagged Values   
       Timeline  

Federated Max regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Federated Max mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Federated Max mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Federated Max mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Federated Max Lagged Returns

When evaluating Federated Max's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Federated Max mutual fund have on its future price. Federated Max autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Federated Max autocorrelation shows the relationship between Federated Max mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Federated Max Cap Index.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Federated Mutual Fund

Federated Max financial ratios help investors to determine whether Federated Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Federated with respect to the benefits of owning Federated Max security.
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